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Jean-Christophe DIETRICH

PARIS

Electionseuropéennes 2024

RETROUVEZ GRATUITEMENTLe résultat des européennes à Paris.

En résumé

I studied at Ensimag (Grenoble, France) from 2009 to 2012, majoring in computational finance. I followed in parallel a Master in Quantitative Finance at Grenoble IAE in 2012.
I started at Axa LifeInvest in 2012 as Quantitative Developer, working on the development/optimization of the C++ Monte-Carlo pricing/hedging library of variable annuities product. Since begin of 2014 I moved as Product Sructurer in Axa LifeInvest. I work now on design and modelling of new variable annuities/unit-linked with guarantees products (which are exotic path-dependant multi-underyings multi-guarantees structured insurance products). I am also in charge of the financial/actuarial risk analysis of these products, in particular in the context of Solvency II capital calculation.

Mes compétences :
Linux

Entreprises

  • Laboratoire INESS-CNRS - Stagiaire développeur

    maintenant Réalisation d'une interface en visual basic pour un automate de laser haute-puissance (utilisation de la technologie OPC).

  • Axa Life Invest - Product Structurer

    2014 - maintenant - Product design, modelling and pricing of variable annuities/unit-linked with guarantees (exotic path-dependant multi-assets multi-guarantees structured insurance products).
    - Financial and actuarial risk modelling, and projection of Solvency II capital requirements.
    - Development/optimization of Axa Life Invest's Economic Scenario Generator and Monte-Carlo VA Pricer.

  • Axa Life Invest - Quantitative Developer

    2012 - 2014 - Was in charge of redesign/optimisation of the pricing platform+scenario generator (C++),
    - Implementation of business-specific variance reduction methods by clustering,
    - Optimisation/automation of computations for Hedge effectiveness and Solvency II capital
    requirement streams (in close work with Pricing/Hedging teams).

  • Axa Hedging Services - Stagiaire

    Nanterre 2012 - 2012 Took part to the redesign/optimisation of the variable annuities pricing library (C++).

  • JP Morgan - Intern in Technology

    Paris 2011 - 2011 Worked on MorganDirect e-trading platform. Implemented an order-management solution for
    FX traders for optimized decisions.
    Dealt with FX Market, Python/Java development and insight of the different desks of the bank.

Formations

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